Meredith Grey, Grey's Anatomy (2005-present)
Outrageous misfortunes: Raised by a workaholic, resentful mom who developed early-onset Alzheimer's; shunned by an absent dad who rejected her in favor of his new family; discovered her boyfriend was married; got blamed for her stepmother's accidental death; briefly died after being knocked off a pier; suffered a miscarriage during the Seattle Grace shooting; lost her husband, her job, and her adopted baby, though she also got them all back; injured and stranded after a plane crash; lost her sister in said crash.
The bottom line: Nobody escapes Seattle Grace unscathed, but this show's title character takes the depressing cake.